This is the Debian GNU/Linux libquantlib package of the QuantLib quantitative
finance library. QuantLib is being written by the QuantLib group headed by
Ferdinando Ametrano (ferdinando@ametrano.net) as main upstream coordinator
(see Authors.txt).

This package was put together by Dirk Eddelbuettel <edd@debian.org> from
the original sources at 
	http://quantlib.org
        http://sourceforge.net/project/showfiles.php?group_id=12740

The only change for the Debian package was the addition of the debian/
files; also see the file changelog.Debian.

The QuantLib library is released under the following (BSD /
MIT-inspired) license (which is included in the upstream tarball as
file 'LICENSE.TXT' and included here with indentation of three
additional spaces:

   QuantLib is
       Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
   
       Copyright (C) 2001, 2002, 2003 Nicolas Di Césaré
       Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
   
       Copyright (C) 2002, 2003, 2004 Decillion Pty(Ltd)
       Copyright (C) 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010 Ferdinando Ametrano
   
       Copyright (C) 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010 StatPro Italia srl
       Copyright (C) 2003, 2004, 2007 Neil Firth
       Copyright (C) 2003, 2004 Roman Gitlin
       Copyright (C) 2003 Niels Elken Sønderby
       Copyright (C) 2003 Kawanishi Tomoya
   
       Copyright (C) 2004 FIMAT Group
       Copyright (C) 2004 M-Dimension Consulting Inc.
       Copyright (C) 2004 Mike Parker
       Copyright (C) 2004 Walter Penschke
       Copyright (C) 2004 Gianni Piolanti
       Copyright (C) 2004, 2005, 2006, 2007, 2008, 2009, 2010 Klaus Spanderen
       Copyright (C) 2004 Jeff Yu
   
       Copyright (C) 2005, 2006, 2008 Toyin Akin
       Copyright (C) 2005 Sercan Atalik
       Copyright (C) 2005, 2006 Theo Boafo
       Copyright (C) 2005, 2006, 2007, 2009 Piter Dias
       Copyright (C) 2005 Gary Kennedy
       Copyright (C) 2005, 2006, 2007 Joseph Wang
       Copyright (C) 2005 Charles Whitmore
   
       Copyright (C) 2006, 2007 Banca Profilo S.p.A.
       Copyright (C) 2006, 2007 Marco Bianchetti
       Copyright (C) 2006 Yiping Chen
       Copyright (C) 2006 Warren Chou
       Copyright (C) 2006, 2007 Cristina Duminuco
       Copyright (C) 2006, 2007 Giorgio Facchinetti
       Copyright (C) 2006, 2007 Chiara Fornarola
       Copyright (C) 2006 Silvia Frasson
       Copyright (C) 2006 Richard Gould
       Copyright (C) 2006, 2007, 2008, 2009, 2010 Mark Joshi
       Copyright (C) 2006, 2007, 2008 Allen Kuo
       Copyright (C) 2006, 2007, 2008, 2009 Roland Lichters
       Copyright (C) 2006, 2007 Katiuscia Manzoni
       Copyright (C) 2006, 2007 Mario Pucci
       Copyright (C) 2006, 2007 François du Vignaud
   
       Copyright (C) 2007 Affine Group Limited
       Copyright (C) 2007 Richard Gomes
       Copyright (C) 2007, 2008 Laurent Hoffmann
       Copyright (C) 2007, 2008, 2009 Chris Kenyon
       Copyright (C) 2007 Gang Liang
   
       Copyright (C) 2008, 2009 Jose Aparicio
       Copyright (C) 2008 Yee Man Chan
       Copyright (C) 2008 Charles Chongseok Hyun
       Copyright (C) 2008 Piero Del Boca
       Copyright (C) 2008 Paul Farrington
       Copyright (C) 2008 Lorella Fatone
       Copyright (C) 2008, 2009 Andreas Gaida
       Copyright (C) 2008 Marek Glowacki
       Copyright (C) 2008 Florent Grenier
       Copyright (C) 2008 Frank Hövermann
       Copyright (C) 2008 Simon Ibbotson
       Copyright (C) 2008 John Maiden
       Copyright (C) 2008 Francesca Mariani
       Copyright (C) 2008, 2009, 2010 Master IMAFA - Polytech'Nice Sophia - Université de Nice Sophia Antipolis
       Copyright (C) 2008, 2009 Andrea Odetti
       Copyright (C) 2008 J. Erik Radmall
       Copyright (C) 2008 Maria Cristina Recchioni
       Copyright (C) 2008, 2009 Ralph Schreyer
       Copyright (C) 2008 Roland Stamm
       Copyright (C) 2008 Francesco Zirilli
   
       Copyright (C) 2009 Nathan Abbott
       Copyright (C) 2009 Sylvain Bertrand
       Copyright (C) 2009 Frédéric Degraeve
       Copyright (C) 2009 Dirk Eddelbuettel
       Copyright (C) 2009 Bernd Engelmann
       Copyright (C) 2009, 2010 Liquidnet Holdings, Inc.
       Copyright (C) 2009 Bojan Nikolic
       Copyright (C) 2009, 2010 Dimitri Reiswich
       Copyright (C) 2009 Sun Xiuxin
   
       Copyright (C) 2010 Kakhkhor Abdijalilov
       Copyright (C) 2010 Hachemi Benyahia
       Copyright (C) 2010 Manas Bhatt
       Copyright (C) 2010 DeriveXperts SAS
       Copyright (C) 2010 Cavit Hafizoglu
       Copyright (C) 2010 Michael Heckl
       Copyright (C) 2010 Liquidnet Holdings Inc.
       Copyright (C) 2010 Adrian O' Neill
       Copyright (C) 2010 Robert Philipp
       Copyright (C) 2010 Alessandro Roveda
       Copyright (C) 2010 SunTrust Bank
   
   QuantLib includes code taken from Peter Jäckel's book "Monte Carlo
   Methods in Finance".
   
   QuantLib includes software developed by the University of Chicago,
   as Operator of Argonne National Laboratory.
   
   
   Redistribution and use in source and binary forms, with or without
   modification, are permitted provided that the following conditions are met:
   
       Redistributions of source code must retain the above copyright notice,
       this list of conditions and the following disclaimer.
   
       Redistributions in binary form must reproduce the above copyright notice,
       this list of conditions and the following disclaimer in the documentation
       and/or other materials provided with the distribution.
   
       Neither the names of the copyright holders nor the names of the QuantLib
       Group and its contributors may be used to endorse or promote products
       derived from this software without specific prior written permission.
   
   THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
   CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
   INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
   MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
   DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDERS OR
   CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
   SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
   LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
   USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED
   AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
   LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
   ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
   POSSIBILITY OF SUCH DAMAGE.
